Find out which machine your account is on; you can do this by Manage Users in the panel, and your userlist will include machine names.
SSH (or telnet) to machinename.dreamhost.com
Do the following command to dump the database to a file:
/usr/bin/mysqldump --all-databases -dbSERVER.DOMAIN.com -uUSERNAME -p > gl.sql
Then you can FTP to machine.dreamhost.com and get your file.